Hi,
It seems your MFA settings on the account is not set correctly, I will suggest you to raise a support case with your local IT service desk and share the link to reset the MFA so it aligns with your account - https://learn.microsoft.com/en-us/azure/active-directory/authentication/howto-mfa-userdevicesettings#manage-user-authentication-options
If the configuration is not set correctly or account is not setup as per the requirements this issue crops up and nothing to do with Microsoft as the product is widely used across organisations.
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